CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 08-Sep-2022
Day Change Summary
Previous Current
07-Sep-2022 08-Sep-2022 Change Change % Previous Week
Open 0.6728 0.6775 0.0048 0.7% 0.6906
High 0.6781 0.6775 -0.0006 -0.1% 0.6915
Low 0.6728 0.6740 0.0013 0.2% 0.6798
Close 0.6772 0.6770 -0.0003 0.0% 0.6831
Range 0.0054 0.0035 -0.0019 -34.6% 0.0117
ATR 0.0054 0.0053 -0.0001 -2.5% 0.0000
Volume 6 2 -4 -66.7% 31
Daily Pivots for day following 08-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.6867 0.6853 0.6789
R3 0.6832 0.6818 0.6779
R2 0.6797 0.6797 0.6776
R1 0.6783 0.6783 0.6773 0.6772
PP 0.6762 0.6762 0.6762 0.6756
S1 0.6748 0.6748 0.6766 0.6737
S2 0.6727 0.6727 0.6763
S3 0.6692 0.6713 0.6760
S4 0.6657 0.6678 0.6750
Weekly Pivots for week ending 02-Sep-2022
Classic Woodie Camarilla DeMark
R4 0.7197 0.7131 0.6895
R3 0.7081 0.7014 0.6863
R2 0.6964 0.6964 0.6852
R1 0.6898 0.6898 0.6842 0.6873
PP 0.6848 0.6848 0.6848 0.6835
S1 0.6781 0.6781 0.6820 0.6756
S2 0.6731 0.6731 0.6810
S3 0.6615 0.6665 0.6799
S4 0.6498 0.6548 0.6767
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6869 0.6728 0.0142 2.1% 0.0041 0.6% 30% False False 3
10 0.7021 0.6728 0.0294 4.3% 0.0037 0.6% 14% False False 5
20 0.7140 0.6728 0.0412 6.1% 0.0025 0.4% 10% False False 2
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6924
2.618 0.6867
1.618 0.6832
1.000 0.6810
0.618 0.6797
HIGH 0.6775
0.618 0.6762
0.500 0.6758
0.382 0.6753
LOW 0.6740
0.618 0.6718
1.000 0.6705
1.618 0.6683
2.618 0.6648
4.250 0.6591
Fisher Pivots for day following 08-Sep-2022
Pivot 1 day 3 day
R1 0.6766 0.6765
PP 0.6762 0.6760
S1 0.6758 0.6756

These figures are updated between 7pm and 10pm EST after a trading day.

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